Thanks! How would that work in the side of the cooler? I'm having trouble visualizing it.
Not exactly sure if this is what Bobby meant, but I'm thinking a silicone grommet with an ID suitable to seal against the probe shaft of the thermometer/sensor fitted to a hole drilled through the inside wall of the tun.
You'll have to ensure the slit of the grommet is a match or slightly thinner than the wall, and the wall hole is a tight fit for the outer diameter of the grommet. You might still need some sealant if something leaks.
A proper thermowell as linked by Golddiggie would form that seal, even the straight walled one with sealant would be preferable as you can remove the probe without having an unplugged drain hole in you tun.